Work

Estimation and Testing for the Cointegration Rank in a Threshold Cointegrated System

Year: 2009

Type: preprint

Source: RePEc: Research Papers in Economics

Authors: Jaya Krishnakumar, David Neto

Institution: University of Geneva

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1545226808

Cites: 39

Cited by: 17

Related to: 10